How we did it: David Slate and Peter Frey on 9th place in Elo comp

Our team, "Old Dogs With New Tricks", consists of me and Peter Frey, a former university professor. We have worked together for many years on a variety of machine learning and other computer-related projects. Now that we are retired from full-time employment, we have endeavored to keep our skills sharp by participating in machine learning and data mining contests, of which the chess ratings contest was our fourth.
Our approach to this contest has been to treat it primarily as a forecasting problem, not as an exercise in developing a chess ratings system. We built forecasting models from the training data using a home-grown variant of "Ensemble Recursive Binary Partitioning", a method we have previously employed for other contests and
applications. Like various other machine-learning/forecasting methods, this one trains a model on data consisting of records (e.g. cases, instances, objects, or in this case chess games) for which the values of a set of predictor variables and an outcome variable are known, and then applies the model to estimate (or forecast) the outcome values for a separate set of test or production data records for which the predictor values but not the outcomes are known.

Since each game in the chess dataset was supplied with a minimal amount of information (month, player id's, and result), we synthesized a variety of predictor variables based on an analysis of the dataset. We attempted to optimize parameter settings and variable selections by observing model performance both on the leaderboard set and on various holdout sets created from the last 5, 7, or 10 months of the training data. By the end of the competition we had done over 1100 runs building models on part of the training data and testing them on the remainder, and had created and tested various combinations of approximately 65 home-grown predictors.

Of our 120 submissions, the 93rd on November 4 produced the best score on the official test data, 0.699472. The model used for that submission employed 22 predictors:

1, 2: White and Black player skill rankings calculated by an iterative process from the results of the training games.

3, 4: Counts of "quality" games for White and Black players used in calculating vars 1 and 2. "quality" games are those for which one's opponent has a skill level that is not too dissimilar from one's own.

5, 6: Average rankings of White's and Black's opponents as calculated for vars 1 and 2.

7, 8: Average number of games per month up to this game for White and Black.

9, 10: White and Black ratings calculated from the training data according to an ELO-like algorithm that evolves ratings chronologically from a fixed starting value.

11, 12: Maximum ratings (as calculated for vars 9 and 10) of opponents beaten by White and Black up to this game.

13, 14: Minimum ratings (as calculated for vars 9 and 10) of opponents lost to by White and Black up to this game.

15, 16: Mean ratings of White's and Black's previous opponents.

17, 18: Mean scores of White and Black against their common opponents.

19, 20: Rating difference between White's next and current opponents. Similarly for Black.

21, 22: Rating difference between White's current and previous opponents. Similarly for Black.

The computing resources employed for the contest consisted of a few workstations running the Linux operating system. Our core general purpose data analysis and forecasting engine is written in ANSI C, but was driven by code specific to this contest written in the scripting language Lua.

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